東華大學圖書館 |

語系: 繁體中文

說明(常見問題)

回圖書館首頁

手機版館藏查詢

登入

回首頁

切換: 標籤 | MARC模式 | ISBD

Fixed Income analytics = bonds in hi...

Marty, Wolfgang.

FindBook

Google Book

Amazon

博客來

Fixed Income analytics = bonds in high and low interest rate environments /

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Fixed Income analytics/ by Wolfgang Marty.
其他題名:	bonds in high and low interest rate environments /
作者:	Marty, Wolfgang.
出版者:	Cham :Springer International Publishing : : 2020.,
面頁冊數:	xxi, 226 p. :ill., digital ;24 cm.
內容註:	Introduction -- The Time Value of Money -- The Flat Yield Curve Concept -- The Internal Rate of Return for a Bond Portfolio -- The Term Structure of Interest Rate -- Spread Analysis -- Different Fixed Income Instruments -- Fixed-Income Benchmarks -- Convertible -- Multi Currency Portfolio -- Appendices -- References -- Index.
Contained By:	Springer Nature eBook
標題:	Business enterprises - Finance. -
電子資源:	https://doi.org/10.1007/978-3-030-47158-3
ISBN:	9783030471583

Fixed Income analytics = bonds in high and low interest rate environments /
Marty, Wolfgang.

Fixed Income analyticsbonds in high and low interest rate environments /[electronic resource] :by Wolfgang Marty. - Second edition. - Cham :Springer International Publishing :2020. - xxi, 226 p. :ill., digital ;24 cm.

Introduction -- The Time Value of Money -- The Flat Yield Curve Concept -- The Internal Rate of Return for a Bond Portfolio -- The Term Structure of Interest Rate -- Spread Analysis -- Different Fixed Income Instruments -- Fixed-Income Benchmarks -- Convertible -- Multi Currency Portfolio -- Appendices -- References -- Index.

This book analyses and discusses bonds and bond portfolios. Different yields and duration measures are investigated for negative and positive interest rates. The transition from a single bond to a bond portfolio leads to the equation for the internal rate of return. Its solution is analysed and compared to different approaches proposed in the financial industry. The impact of different yield scenarios on a model bond portfolio is illustrated. Market and credit risk are introduced as independent sources of risk. Different concepts for assessing credit markets are described. Lastly, an overview of the benchmark industry is offered and an introduction to convertible bonds is given. This second edition also includes a chapter on multi-currency portfolios as well as a discussion on currency hedging. This book is a valuable resource not only for students and researchers but also for professionals in the financial industry.

ISBN: 9783030471583

Standard No.: 10.1007/978-3-030-47158-3doiSubjects--Topical Terms:

646686
Business enterprises
--Finance.

LC Class. No.: HG4523 / .M378 2020

Dewey Class. No.: 332.0415

Fixed Income analytics = bonds in high and low interest rate environments /
LDR:02288nmm a2200337 a 4500 001 2243687
003 DE-He213
005 20210104120151.0
006 m d
007 cr nn 008maaau
008 211207s2020 sz s 0 eng d
020 $a 9783030471583 $q (electronic bk.)
020 $a 9783030471576 $q (paper)
024 7 $a 10.1007/978-3-030-47158-3 $2 doi
035 $a 978-3-030-47158-3
040 $a GP $c GP
041 0 $a eng
050 4 $a HG4523 $b .M378 2020
072 7 $a KFF $2 bicssc
072 7 $a BUS027000 $2 bisacsh
072 7 $a KFF $2 thema
082 0 4 $a 332.0415 $2 23
090 $a HG4523 $b .M388 2020
100 1 $a Marty, Wolfgang. $3 2162288
245 1 0 $a Fixed Income analytics $h [electronic resource] : $b bonds in high and low interest rate environments / $c by Wolfgang Marty.
250 $a Second edition.
260 $a Cham : $b Springer International Publishing : $b Imprint: Springer, $c 2020.
300 $a xxi, 226 p. : $b ill., digital ; $c 24 cm.
505 0 $a Introduction -- The Time Value of Money -- The Flat Yield Curve Concept -- The Internal Rate of Return for a Bond Portfolio -- The Term Structure of Interest Rate -- Spread Analysis -- Different Fixed Income Instruments -- Fixed-Income Benchmarks -- Convertible -- Multi Currency Portfolio -- Appendices -- References -- Index.
520 $a This book analyses and discusses bonds and bond portfolios. Different yields and duration measures are investigated for negative and positive interest rates. The transition from a single bond to a bond portfolio leads to the equation for the internal rate of return. Its solution is analysed and compared to different approaches proposed in the financial industry. The impact of different yield scenarios on a model bond portfolio is illustrated. Market and credit risk are introduced as independent sources of risk. Different concepts for assessing credit markets are described. Lastly, an overview of the benchmark industry is offered and an introduction to convertible bonds is given. This second edition also includes a chapter on multi-currency portfolios as well as a discussion on currency hedging. This book is a valuable resource not only for students and researchers but also for professionals in the financial industry.
650 0 $a Business enterprises $x Finance. $3 646686
650 0 $a Fixed-income securities. $3 657423
650 0 $a Risk management. $3 540477
650 0 $a Capital market. $3 598114
650 0 $a Economics, Mathematical. $3 647770
650 1 4 $a Capital Markets. $3 2186436
650 2 4 $a Quantitative Finance. $3 891090
650 2 4 $a Business Finance. $3 2162280
650 2 4 $a Banking. $2 bicssc $3 1557594
650 2 4 $a Risk Management. $3 608953
710 2 $a SpringerLink (Online service) $3 836513
773 0 $t Springer Nature eBook
856 4 0 $u https://doi.org/10.1007/978-3-030-47158-3
950 $a Economics and Finance (SpringerNature-41170)